Wavelet Analysis of Clock Noise
Don B. Percival · 2003
A wavelet is a relatively new mathematical tool that can be used to analyze data arising in PTTI applications. This paper presents a basic introduction to wavelets and wavelet analysis. We also look briefly at some specific uses for wavelets with PTTI data, including (1) tracking data whose statistical properties are evolving over time, (2) decomposing the sample variance for a set of data into components that are attributable to variations over different scales, and (3) decorrelating highly correlated data. What is a Wavelet? sines k cosines are 'bis waves'